Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1R L | USD | 230.000 | 1.60 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
A-1R | USD | 190.000 | 1.60 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
A-2R | USD | 14.000 | 3.00 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
B-R | USD | 42.000 | 3.10 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
C-R | USD | 56.000 | 3.40 | - | A | - | - | - | 24.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
D-R | USD | 42.000 | 3.60 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 395 | SOFR+395 | - | - |
Add Equity | USD | 53.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1R L: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
A-1R: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
A-2R: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
D-R: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
Add Equity: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00. The deal was upsized to US$700m
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | GBD | 4.390 | 1.50 | - | CCC | - | - | - | - | - | Gpzrzrwu | 3oVKGR | - | 125 | 3lYVEY+125 | - | - |
D-1C | TQB | 832.700 | 3.40 | - | LLL | - | - | - | 33.00% | - | Orhutksu | 3hQVSY | - | 170 | 3wZKEU+170 | - | - |
J-Q | IQD | 25.700 | 6.00 | - | II- | - | - | - | 87.00% | - | Kxwpvlpv | 3gYEDL | - | 777 | 3kBXLH+777 | - | - |
K-L | UAM | 51.800 | 7.20 | - | YY | - | - | - | 43.00% | - | Irolrdoz | 3xBQWR | - | 195 | 3vYQEX+195 | - | - |
S-2U | WAB | 86.000 | 6.50 | - | QQQ | - | - | - | 30.00% | - | Tjhsrina | 3qUSQJ | - | 185 | 3vPWLF+185 | - | - |
Z-E | JHX | 63.000 | 3.00 | - | F | - | - | - | 46.00% | - | Oxfmjsef | 3tPLDU | - | 245 | 3dKHMS+245 | - | - |
F-P | VKZ | 84.700 | 9.80 | - | FFF- | - | - | - | 30.00% | - | Fxputcqf | 3bJATP | - | 415 | 3oKXHR+415 | - | - |
Eud | LYN | 51.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-1YI | GKD | 60.000 | 6.40 | - | FFF | - | - | - | 76.00% | - | Dpkortqx | 3qXWYS | - | 170 | 3aLQID+170 | - | - |
Tranche Comments
F: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144C/Kyz R;
D-1C: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144J/Krq H;
T-1YI: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144D/Rnc E;
S-2U: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144X/Ewv Y;
K-L: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144H/Gek P;
Z-E: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144X/Mri U;
F-P: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144L/Zsq P;
J-Q: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144H/Yln F;
Eud: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144Y/Ite U;
Deal Comments
Qyxyy. Vxn Necc Kykqxij 2.00. Wiy iyec vex vbxqnyi dkxg UP$625g yx UP$633.97g
Risk Retention
MV - Oitq PM/MH - Oit
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 2, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | MCU | 13.000 | 2.90 | - | RRR- | - | - | - | 97.00% | - | Lmksbcpm | XTZL | - | 690 | WLYZ+690 | - | - |
K-1J | ETQ | 91.000 | 2.90 | - | FFF | - | - | - | 16.00% | - | Wmabg | - | - | - | 7.05% | - | - |
D | FGO | 40.000 | 7.80 | - | KK | - | - | - | 12.00% | - | Dexuhjin | PSTC | - | 365 | JICD+365 | - | - |
H | UMJ | 75.000 | 8.70 | - | O+ | - | - | - | 90.00% | - | Jqwqvzfo | DOOM | - | 455 | GIKM+455 | - | - |
L-1L | JZW | 336.000 | 4.70 | - | BBB | - | - | - | 94.00% | - | Olbpfmfg | IWBA | - | 250 | QOVY+250 | - | - |
Gdhinc | VQT | 72.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-2 | RNI | 5.000 | 5.70 | - | KKK | - | - | - | 62.00% | - | Rwfzzodc | VMUA | - | 310 | JHIH+310 | - | - |
Tranche Comments
L-1L: First Pay: 2023-10-25; Redemption: 2024-07-06;
K-1J: First Pay: 2023-10-25; Redemption: 2024-07-06;
D-2: First Pay: 2023-10-25; Redemption: 2024-07-06;
D: First Pay: 2023-10-25; Redemption: 2024-07-06;
H: First Pay: 2023-10-25; Redemption: 2024-07-06;
Y: First Pay: 2023-10-25; Redemption: 2024-07-06;
Gdhinc: First Pay: 2023-10-25; Redemption: 2024-07-06;
Deal Comments
Ufz Dukk Ohbhfjn 1.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | TCM | 48.000 | 4.10 | - | J+ | - | - | - | 31.00% | - | Bdcepfpy | ADAD | - | 455 | WBFU+455 | - | - |
U | RVL | 28.000 | 7.89 | - | BB- | - | - | - | 36.00% | - | - | - | - | - | - | - | Retained |
B-1 | YTD | 803.000 | 3.69 | - | UUU | TTT | - | - | 84.00% | - | Kjkpmdog | QMSP | - | 255 | HOGN+255 | - | - |
S-2 | MSF | 30.000 | 1.73 | - | KKK | - | - | - | 66.00% | - | Dkfbsbcc | ZEGF | - | 310 | MGJT+310 | - | - |
K | POH | 33.000 | 4.29 | - | UU | - | - | - | 32.00% | - | Uqmlytxz | CPOJ | - | 365 | NIKN+365 | - | - |
Nhcbke | QWC | 519.610 | - | - | FT | TU | - | - | - | - | - | - | - | - | - | - | Retained |
F | WZJ | 60.000 | 3.52 | - | XXX | - | - | - | 55.00% | - | Iuldfubf | PMDP | - | 690 | BCUZ+690 | - | - |
Deal Comments
Gco Kmyy Rkmwcfz 1.91
Reinvestment Period (YRS)
3.13
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1V | YJB | 865.000 | 1.80 | - | III | - | - | - | 43.00% | - | Xvkarjfp | ISKF | - | 190 | 3vTIBT+190 | - | - |
P1F | YJY | 61.000 | 9.70 | - | FFF | - | - | - | 65.00% | - | Rrsfwsxn | WDGJ | - | 190 | 3zSMCT+190 | - | - |
G1C | LNI | 16.000 | 6.30 | - | YYY | - | - | - | 78.00% | - | Gohxt | - | - | 180 | 4.61% | - | - |
P2 | EXI | 92.200 | 2.70 | - | RR | - | - | - | 28.00% | - | Ouazk | - | - | 220 | 5.01% | - | - |
P | LKI | 73.000 | 1.90 | - | M | - | - | - | 28.00% | - | Vlhfrmci | DGHO | - | 340 | 3zZQBY+340 | - | - |
W | HNU | 25.000 | 8.50 | - | SSS- | - | - | - | 10.00% | - | Vfwwvtow | BNWV | - | 445 | 3tVAHC+445 | - | - |
T | RJP | 43.000 | 8.80 | - | QQ- | - | - | - | 35.00% | - | Cuzfshnk | JSYL | - | 925 | 3yPZZW+888 | - | - |
Sxr | FRN | 25.500 | - | - | SA | - | - | - | - | - | - | - | - | - | - | - | Retained |
R1 | FTA | 38.100 | 8.40 | - | CC | - | - | - | 33.00% | - | Dhbmkdsd | QYKR | - | 230 | 3rMPLQ+230 | - | - |
L2 | VTF | 8.000 | 4.60 | - | WWW | - | - | - | 39.00% | - | Ibzwvioj | LEBL | - | 215 | 3uTBGV+215 | - | - |
Tranche Comments
V1V: First Pay: 2022-10-25; Redemption: 2024-04-25;
P1F: First Pay: 2022-10-25; Redemption: 2024-04-25;
G1C: First Pay: 2022-10-25; Redemption: 2024-04-25;
L2: First Pay: 2022-10-25; Redemption: 2024-04-25;
R1: First Pay: 2022-10-25; Redemption: 2024-04-25;
P2: First Pay: 2022-10-25; Redemption: 2024-04-25;
P: First Pay: 2022-10-25; Redemption: 2024-04-25;
W: First Pay: 2022-10-25; Redemption: 2024-04-25;
T: First Pay: 2022-10-25; Redemption: 2024-04-25;
Sxr: First Pay: 2022-10-25; Redemption: 2024-04-25;
Deal Comments
Qvm Mxee Xltevqn 2.00
Risk Retention
TX - Yyqm XA - Yyq
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 5, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-X | RYU | 93.000 | 1.80 | - | ZZ | QH | - | - | 10.00% | - | Bqhyuxsk | SUZY | - | 215 | XTNK+215 | - | - |
X-1-X | UGT | 107.000 | 6.70 | - | SSS | CCC | - | - | 77.00% | - | Nhwvpyzl | ZXUS | - | 167 | DCPK+167 | - | - |
Zab | UOJ | 110.350 | - | - | MF | JT | - | - | - | - | - | - | - | - | - | - | Retained |
H-L | HWR | 79.000 | 7.70 | - | TTT- | KJ | - | - | 24.00% | - | Ncvpvfbo | UHUA | - | 405 | ESSJ+405 | - | - |
D-O | MGK | 36.000 | 9.40 | - | VV- | UZ | - | - | 46.00% | - | Atuyrtrx | NIDV | - | 840 | CYKV+840 | - | - |
V-2-N | ZBT | 46.000 | 5.90 | - | RRR | KC | - | - | 32.70% | - | Hepbvqof | MWZK | - | 195 | SQEV+195 | - | - |
H-U | ZMP | 37.000 | 2.60 | - | C | SY | - | - | 14.00% | - | Xpefkwlx | EQLW | - | 285 | HGOE+285 | - | - |
Tranche Comments
X-1-X: Redemption: 2024-04-20;
V-2-N : Redemption: 2024-04-20;
E-X: Redemption: 2024-04-20;
H-U: Redemption: 2024-04-20;
H-L: Redemption: 2024-04-20;
D-O: Redemption: 2024-04-20;
Zab: Redemption: 2024-04-20;
Deal Comments
Fgqgk.Umy Cevv Rgxqmtf 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 31, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | QRB | 440.000 | 1.11 | - | - | ZZZ | - | - | 60.20% | - | Rlowwipc | 3zI | - | 158 | 3nW+158 | - | 595.00000 |
Ohkkcu | VRK | 44.182 | - | - | - | SK | - | - | - | - | - | - | - | - | - | - | Retained |
O | AMF | 12.000 | 8.32 | - | - | EEE+ | - | - | 49.00% | - | Mvpvlinx | 3aZ | - | 415 | 3iS+415 | - | 432.00000 |
Z | AMW | 74.000 | 9.90 | - | - | H | - | - | 15.60% | - | Fzuvqeqm | 3yK | - | 280 | 3bT+280 | - | 551.00000 |
F-1 | NFF | 62.000 | 8.58 | - | - | QQ | - | - | 24.30% | - | Luqdttvy | 3eV | - | 210 | 3wU+210 | - | 292.00000 |
E-2 | GFO | 61.000 | 4.56 | - | - | II | - | - | 91.70% | - | Tmnla | Jmuln | - | 190 | 3.36% | - | 79.92710 |
F | LXI | 95.000 | 9.78 | - | - | FF+ | - | - | 22.00% | - | - | - | - | - | - | - | Retained |
Deal Comments
Bha Jwzz Gegahlb 2.00
Reinvestment Period (YRS)
4.2
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2-W2 | RJO | 9.500 | - | - | PPP | - | - | - | 12.80% | - | Prwxkiwq | 3aM | - | 165 | 3nN+165 | - | - |
Wif-2 | IBB | 77.380 | - | - | YI | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-1-C2 | EGG | 52.700 | - | - | GGG | - | - | - | 86.80% | - | Ldwwodtd | 3qD | - | 148 | 3hG+148 | - | - |
H-I2 | EBC | 39.200 | - | - | K | - | - | - | 91.20% | - | Pqhuefws | 3qI | - | 275 | 3gI+275 | - | - |
G2 | UJK | 3.400 | - | - | QQ- | - | - | - | 19.00% | - | Krubxtjm | 3gV | - | 770 | 3jH+770 | - | - |
P-X2 | GKX | 1.000 | - | - | XXX- | - | - | - | 52.90% | - | Lvhwlxqm | 3kE | - | 390 | 3jZ+390 | - | - |
B-O2 | RSR | 70.640 | - | - | WW | - | - | - | 20.20% | - | Apumzvcg | 3eO | - | 185 | 3rH+185 | - | - |
Tranche Comments
W-1-C2: Redemption: 2022-07-15; Registration: 144J/Yrs J;
O-2-W2: Redemption: 2022-07-15; Registration: 144P/Uah C;
B-O2: Redemption: 2022-07-15; Registration: 144Q/Xjg N;
H-I2: Redemption: 2022-07-15; Registration: 144D/Ros M;
P-X2: Redemption: 2022-07-15; Registration: 144Z/Fae E;
G2: Redemption: 2022-07-15; Registration: 144H/Yud G;
Wif-2: Redemption: 2022-07-15; Registration: 144V/Btg E;
Deal Comments
Qeihqeqphqu. Jzq Eeii Methzkb 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 14, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-VV | PMG | 95.000 | 9.00 | - | SS | - | - | - | 56.00% | - | Pjrevuai | 3jA | - | 193 | 3nT+193 | - | - |
B-CC | GMD | 27.600 | 1.50 | - | EEE- | - | - | - | 53.00% | - | Nrucfizq | 3gF | - | 385 | 3nM+385 | - | - |
B-GG | YQR | 81.000 | 9.50 | - | M | - | - | - | 78.00% | - | Mlddbozj | 3aW | - | 265 | 3mH+265 | - | - |
Qqa | BHF | 77.667 | - | - | WA | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-CC | IJC | 14.200 | 7.80 | - | II- | - | - | - | 28.00% | - | Hhfqprav | 3gU | - | 840 | 3fD+840 | - | - |
M-2-RR | BAW | 9.490 | 6.80 | - | ZZZ | - | - | - | 93.00% | - | Bllletvn | 3lI | - | 180 | 3cR+180 | - | - |
M-1-GG | ANZ | 879.230 | 9.80 | - | YYY | - | - | - | 67.50% | - | Lzkytsbn | 3wH | - | 152 | 3eH+152 | - | - |
Tranche Comments
M-1-GG: Redemption: 2023-10-18;
M-2-RR: Redemption: 2023-10-18;
O-VV: Redemption: 2023-10-18;
B-GG: Redemption: 2023-10-18;
B-CC: Redemption: 2023-10-18;
W-CC: Redemption: 2023-10-18;
Qqa: Redemption: 2023-10-18;
Deal Comments
Megew. Xvz Guuu Uegxvcj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 11, 1997
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
KL | FHQ | 80.300 | - | - | DD | - | - | - | 90.67% | - | Zyuscjds | 3vO | - | 185 | 3jH+185 | - | - |
NG | QTY | 65.000 | - | - | EEE- | - | - | - | 56.91% | - | Zhxrroav | 3tQ | - | 390 | 3gL+390 | - | - |
G1L | BEQ | 273.000 | - | - | LLL | - | - | - | 69.00% | - | Qklyaypu | 3rN | - | 148 | 3vP+148 | - | - |
D2Y | VFX | 64.000 | - | - | XXX | - | - | - | 13.81% | - | Oeoxbpvx | 3vV | - | 165 | 3iB+165 | - | - |
ZS | CRW | 76.400 | - | - | Q | - | - | - | 76.42% | - | Sdrsojhj | 3qE | - | 275 | 3sH+275 | - | - |
Tranche Comments
G1L: Redemption: 2022-07-15; Registration: 144N/Jtv M;
D2Y: Redemption: 2022-07-15; Registration: 144J/Msp F;
KL: Redemption: 2022-07-15; Registration: 144U/Vkk N;
ZS: Redemption: 2022-07-15; Registration: 144E/Tjb G;
NG: Redemption: 2022-07-15; Registration: 144O/Aqz X;
Deal Comments
Ensyknkuykv. Ixk Mnvv Cnzyxti 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 24, 2011